Quantile regression: applications and current research areas
Abstract
Quantile regression offers a more complete statistical model than mean regression and now has widespread applications. Consequently, we provide a review of this technique. We begin with an introduction to and motivation for quantile regression. We then discuss some typical application areas. Next we outline various approaches to estimation. We finish by briefly summarizing some recent research areas.
Citation
Yu, Keming and Lu, Zudi and Stander, J. 2009. Quantile regression: applications and current research areas. Journal of the Royal Statistical Society, Series D. 52 (3): pp. 331-350.
Source Title
Journal of the Royal Statistical Society, Series D
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Faculty
School of Science and Computing
Department of Mathematics and Statistics
Faculty of Science and Engineering
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